There were high expectation when the Dutchman, who was 21 years old at the time, arrived at Old Trafford for £25million from PSV Eindhoven in 2015.
Depay had finished the 2014/15 season as the Eredivisie's top scorer with 22 goals as PSV won a first top-flight title in seven years.
Linking up with his fellow countryman, then-United boss Louis van Gaal, was seen as another positive in what looked set to be the start of an exciting partnership.
However, Depay struggled to adapt to Premier League football and scored just two Premier League goals in his debut season in England.
He quickly lost his place in the Man United starting XI with Van Gaal opting to play academy graduate Jesse Lingard ahead of him.
Van Gaal was sacked after the 2015/16 campaign and if Depay felt like he would have a fresh start under a new manager, he was wrong.
Jose Mourinho replaced Van Gaal and left Depay out in the cold.
The Roma boss claimed people had an incorrect view about him in June despite handing Depay just eight appearances (one start) in four months.
He told the talkSPORT Breakfast: "I read something about Wayne Rooney telling that Memphis went to a reserve match playing with the kids and he arrived with this big Rolls Royce and his cowboy hat and that was a little bit of Memphis.
"Good guy, really good guy. Good professional. He is a really good professional, people can look at him and think this is another party boy.
"He is a good professional, I think he has got now his maturity in Lyon, which is what sometimes players need."
Indeed, it was his £15m move to Lyon in January 2017 where Depay revived his once promising career.
In his four seasons in France, Depay scored 76 goals in 178 games and was transformed from a winger into a centre forward.
Not only did his form drastically improve with Lyon, his leadership skills shone through as well when he was named the first-team captain in 2019.
Meanwhile, on the international scene, Depay has been in and around the senior Netherlands squad since 2013.
And the 27-year-old has now overtaken Johan Cruyff in most goals scored for his country with his recent double in the 6-0 win over Gibraltar.
Depay has now bagged 35 goals - level with United legend Ruud van Nistelrooy - for the Netherlands in 73 appearances.
Depay's form led to him agreeing a two-year deal to join Barcelona this summer, with the Dutchman since replacing Lionel Messi at the Nou Camp.
And he has hit the ground running in LaLiga with five goals in 11 games - more than Eden Hazard has netted since he moved to Real Madrid.
Despite his failed spell at Manchester United, Old Trafford chiefs must have still seen Depay's potential as they inserted a buy-back clause into the deal that saw him move to Lyon.
So, why did it all go wrong for Depay in Manchester?
While speaking to the BBC this summer, Red Devils legend Rio Ferdinand said: "I think he's a maverick.
"He's a new-age type of personality who embraces everything of the lifestyle of a football player and beyond, and some people who are old school don't like that and it's taken time for someone even like me to adapt to that."
Asked why Depay failed to succeed at United, Ferdinand replied: "I think it comes down to numerous things.
"Timing, the right time and right place, and maturity, he may have gone there too young. And coaching, the right coaching at the right time."
It is fair to say Depay has proved a lot of his doubters wrong and he will look to maintain his impressive form in the Champions League tonight.